vignettes/05_Sampling.R

In MaxWiK: Machine Learning Method Based on Isolation Kernel Mean Embedding

## ---- include = FALSE---------------------------------------------------------
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

## ---- include = TRUE, echo=TRUE, eval=FALSE-----------------------------------
#  do.call( what = model, args = c( arg0, list( x = c(5, 7) ) ) )

## ---- include = TRUE, echo=TRUE, eval=FALSE-----------------------------------
#  smpl.2D  = MaxWiK::Data.2D$sampling
#  stat.sim = MaxWiK::Data.2D$Y
#  par.sim  = MaxWiK::Data.2D$X
#  sampling.res = sampler_MaxWiK( stat.obs =  smpl.2D$stat.obs,
#                                stat.sim =  stat.sim,
#                                par.sim  =  par.sim,
#                                model    =  smpl.2D$model_function,
#                                arg0     =  smpl.2D$model_par,
#                                size     =  1600,
#                                psi_t    =  smpl.2D$psi_t,
#                                epsilon  =  1E-10,
#                                check_err  =  FALSE,
#                                nmax     =  60,
#                                include_top  =  TRUE,
#                                slowly       =  TRUE,
#                                rate         =  0.05,
#                                n_simulation_stop = 1000,
#                                include_web_rings = F,
#                                number_of_nodes_in_ring = 1  )

## ---- include = TRUE, echo=TRUE, eval=FALSE-----------------------------------
#  MSE  =  data.frame( sim_ID = sampling.res$results$sim_ID,
#                      MSE    = sampling.res$results$mse )
#  X12  =  data.frame( sim_ID  = sampling.res$results$sim_ID,
#                      X1 = sampling.res$results$par.sim.X1,
#                      X2 = sampling.res$results$par.sim.X2 )

## ---- echo=FALSE, include = TRUE, fig.height=3, fig.width=5-------------------
library('ggplot2')
MSE = MaxWiK::Data.2D$sampling$MSE
obs = MaxWiK::Data.2D$observation
th =     theme(
    plot.title = element_text(color="red", size=12, face="bold.italic"),
    axis.title.x = element_text(color="black", size=13, face="bold"),
    axis.title.y = element_text(color="black", size=13, face="bold"), 
    axis.text    = element_text(color="black", size=11             )
)
ggplot(data = MSE, aes( x, y ) ) + 
    geom_line( linewidth = 0.7 )  +  scale_y_log10() + 
    geom_smooth(method = "lm", alpha = .5, formula= y~x ) + 
    ylab("Mean Squared Error") + xlab("Number of simulations") + th

## ---- echo=FALSE, include = TRUE, fig.height=3, fig.width=5-------------------
library('ggplot2')
X12 = MaxWiK::Data.2D$sampling$X12
obs = MaxWiK::Data.2D$observation
th =     theme(
    plot.title = element_text(color="red", size=12, face="bold.italic"),
    axis.title.x = element_text(color="black", size=13, face="bold"),
    axis.title.y = element_text(color="black", size=13, face="bold"), 
    axis.text    = element_text(color="black", size=11             )
)
ggplot(data = X12, aes( i ) ) + 
    geom_line(aes(y = x1 ), linewidth = 0.5 ) +
    geom_line(aes(y = x2 ), linewidth = 0.5 ) + 
    geom_hline( aes(yintercept= obs$x0[1]),   
                color='red', linetype=2, linewidth=0.4) +
    geom_hline( aes(yintercept= obs$x0[2]),   
                color='red', linetype=2, linewidth=0.4) +
    ylab("Parameters X1 and X2") + xlab("Number of simulations") + th